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Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices

Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Journal of forecasting 36 (2017) 6, pp. 680-690

Persistent link: https://www.econbiz.de/10011861404

Hedging performance and multiscale relationships in the German electricity spot and futures markets

Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...

Persistent link: https://www.econbiz.de/10011555959

Forecasting the volatility of the German stock market : new evidence

Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070

Persistent link: https://www.econbiz.de/10012875034

Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility : International Evidence

Degiannakis, Stavros Antonios - 2018

forecasting horizons. Therefore, a long memory volatility model compared to a short memory GARCH model does not appear to improve …

Persistent link: https://www.econbiz.de/10012910119

The role of jumps and leverage in forecasting volatility in international equity markets

Buncic, Daniel; Gisler, Katja Ida Maria - In: Journal of international money and finance 79 (2017), pp. 1-19

Persistent link: https://www.econbiz.de/10011788346

Finanznachrichten lesen - verstehen - nutzen : ein Wegweiser durch Kursnotierungen und Marktberichte

Beike, Rolf; Schlütz, Johannes - 2015 - 6., überarbeitete Auflage

Alle Finanzprodukte werden in diesem Bestseller prägnant erläutert und durch viele Schaubilder übersichtlich dargestellt. Finanznachrichten gehen alle etwas an - denn schliesslich ist jeder direkt oder indirekt vom Geschehen an den Finanzmärkten betroffen. Der erfolgreiche...